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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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4181122162 · Jun 202019922001200920172026
48 results for Lowest Common Ancestor

A new method for hierarchical clustering using continuous embeddings and optimization.

problem Hierarchical clustering with provable quality guarantees.
method Continuous relaxation of discrete optimization problem using hyperbolic embeddings and decoding.
result Continuous relaxation yields a discrete tree with (1 + epsilon)-factor approximation for optimal tree.

Project infinite time series graphs to finite marginal models using number theory.

problem Handling infinite time series graphs for causal inference.
method Projection method using number theory to find common ancestors in infinite graphs.
result Developed algorithm to project infinite graphs to finite marginal models.

SNAP efficiently identifies causal effects without needing full graph learning.

problem Efficiently estimating causal effects on a subset of variables.
method Sequential Non-Ancestor Pruning (SNAP) framework.
result SNAP reduces independence tests and computation time without sacrificing causal effect estimations.

Particle Markov chain Monte Carlo techniques rank among current state-of-the-art methods for probabilistic program inference. A drawback of these techniques is that they rely on importance resampling, which results in degenerate particle trajectories and a low effective sample size for variables sampled early in a prog…

2015-01-27abs ↗pdf ↗

Particle Markov chain Monte Carlo (PMCMC) is a systematic way of combining the two main tools used for Monte Carlo statistical inference: sequential Monte Carlo (SMC) and Markov chain Monte Carlo (MCMC). We present a novel PMCMC algorithm that we refer to as particle Gibbs with ancestor sampling (PGAS). PGAS provides t…

2014-01-03abs ↗pdf ↗

One of the goals of probabilistic inference is to decide whether an empirically observed distribution is compatible with a candidate Bayesian network. However, Bayesian networks with hidden variables give rise to highly non-trivial constraints on the observed distribution. Here, we propose an information-theoretic appr…

2014-07-08abs ↗pdf ↗

Bayesian model learns multiscale interactions in complex systems.

problem Understanding dynamic interplay between processes at different time scales.
method Bayesian learning framework with Particle Gibbs with Ancestor Sampling (PGAS) algorithm.
result Demonstrated the effectiveness of the proposed approach through simulations.

New method uses hyperbolic space for faster phylogenetic tree inference.

problem Inefficient Euclidean-based phylogenetic inference in high dimensions.
method Developed novel hyperbolic extensions of sequential search algorithms and variational inference methods.
result Improved speed, scalability and performance in phylogenetic inference.

We present a novel method in the family of particle MCMC methods that we refer to as particle Gibbs with ancestor sampling (PG-AS). Similarly to the existing PG with backward simulation (PG-BS) procedure, we use backward sampling to (considerably) improve the mixing of the PG kernel. Instead of using separate forward a…

2012-10-25abs ↗pdf ↗

New method for ancestral inference in branching processes with random environments.

problem Determining ancestor distribution parameters in branching processes with random environments.
method Generalized method of moments for ancestral inference.
result Limiting distribution of ancestor and offspring estimators decouple and converge to independent Gaussian variables under certain conditions.

For each natural number n >= 4, we determine the unique lowest volume hyperbolic 3-orbifold whose torsion orders are bounded below by n. This lowest volume orbifold has base space the 3-sphere and singular locus the figure-8 knot, marked n. We apply this result to give sharp lower bounds on the volume of a hyperbolic m…

2015-07-28abs ↗pdf ↗

We consider a class of auctions (Lowest Unique Bid Auctions) that have achieved a considerable success on the Internet. Bids are made in cents (of euro) and every bidder can bid as many numbers as she wants. The lowest unique bid wins the auction. Every bid has a fixed cost, and once a participant makes a bid, she gets…

2010-07-24abs ↗pdf ↗

Study on rank 2 Higgs bundles on 5-punctured sphere, proving P=WP=W conjecture in lowest degree.

problem Proving the P=WP=W conjecture for rank 2 Higgs bundles on a 5-punctured sphere.
method Abelianization of Higgs bundles, fiducial solutions, and analysis of Fenchel--Nielsen co-ordinates.
result Proved the lowest degree weighted pieces of the P=WP=W conjecture.

Genetic sequence data are well described by hidden Markov models (HMMs) in which latent states correspond to clusters of similar mutation patterns. Theory from statistical genetics suggests that these HMMs are nonhomogeneous (their transition probabilities vary along the chromosome) and have large support for self tran…

2016-11-02abs ↗pdf ↗

For each simple Lie algebra g\mathfrak{g} (excluding, for trivial reasons, type C{\sf C}) we find the lowest possible degree of an invariant second-order PDE over the adjoint variety in Pg\mathbb{P}\mathfrak{g}, a homogeneous contact manifold. Here a PDE F(xi,u,ui,uij)=0F(x^i,u,u_i,u_{ij})=0 has degree d\le d if FF is a polynomi…

2016-06-08abs ↗pdf ↗

We construct here two new examples of non-orientable, non-compact, hyperbolic 4-manifolds. The first has minimal volume vm=4π2/3v_m = 4π^2/3 and two cusps. This example has the lowest number of cusps among known minimal volume hyperbolic 4-manifolds. The second has volume 2vm2\cdot v_m and one cusp. It has lowest volume among…

2014-02-11abs ↗pdf ↗

In this note we determine the first two derivatives of the classical Boltzmann-Shannon entropy of the conjugate heat equation on general evolving manifolds. Based on the second derivative of the Boltzmann-Shannon entropy, we construct Perelman's F and W entropy in abstract geometric flows. Monotonicity of the entropies…

2013-05-02abs ↗pdf ↗

We discuss certain recent mathematical advances, mainly due to Perelman, in the theory of Ricci flows and their relevance for renormalization group (RG) flows. We consider nonlinear sigma models with closed target manifolds supporting a Riemannian metric, dilaton, and 2-form B-field. By generalizing recent mathematical…

2005-10-27abs ↗pdf ↗

HS improves tree-based models' accuracy and interpretability without changing their structure.

problem Overfitting in tree-based models.
method Hierarchical Shrinkage (HS) post-hoc algorithm that shrinks tree predictions towards ancestor means.
result HS significantly improves predictive performance and interpretability of decision trees and RFs.

Rogue is a famous dungeon-crawling video-game of the 80ies, the ancestor of its gender. Rogue-like games are known for the necessity to explore partially observable and always different randomly-generated labyrinths, preventing any form of level replay. As such, they serve as a very natural and challenging task for rei…

2018-04-23abs ↗pdf ↗

New method recalibrates VaR for option books, reducing forecast errors.

problem Inaccurate VaR forecasts due to missing operational choices.
method Marking-aware sequential VaR recalibration targeting normalized book-level loss.
result Sequential VaR recalibration improves VaR performance across different markets and options.

Wu has shown that if a link or a knot LL in S3S^3 in thin position has thin spheres, then the thin sphere of lowest width is an essential surface in the link complement. In this paper we show that if we further assume that LS3L \subset S^3 is prime, then the thin sphere of lowest width also does not have any vertical c…

2008-01-12abs ↗pdf ↗

The entropy of a hypersurface is a geometric invariant that measures complexity and is invariant under rigid motions and dilations. It is given by the supremum over all Gaussian integrals with varying centers and scales. It is monotone under mean curvature flow, thus giving a Lyapunov functional. Therefore, the entropy…

2012-05-09abs ↗pdf ↗

We show that an embedded minimal annulus Σ2B3Σ^2 \subset B^3 which intersects B3\partial B^3 orthogonally and is invariant under reflection through the coordinate planes is the critical catenoid. The proof uses nodal domain arguments and a characterization, due to Fraser and Schoen, of the critical catenoid as the unique…

2016-03-14abs ↗pdf ↗

Study on blow-up behavior of sign-changing solutions for Yamabe equation.

problem Blow-up behavior of sign-changing solutions for Yamabe equation.
method Construction of a smooth metric on space forms to prove blow-up at lowest energy level.
result Blow-up occurs at the lowest energy level for sign-changing solutions in dimensions 11 to 24.

Obtaining continuous representations of structural data such as directed acyclic graphs (DAGs) has gained attention in machine learning and artificial intelligence. However, embedding complex DAGs in which both ancestors and descendants of nodes are exponentially increasing is difficult. Tackling in this problem, we de…

2019-02-12abs ↗pdf ↗

ACFS optimizes spectral risk under decision-dependent uncertainty using adaptive forest sampling.

problem Minimizing spectral risk with decision-dependent uncertainty.
method ACFS integrates Generalised Random Forests, CEM-guided exploration, rank-weighted augmentation, and multi-start refinement.
result ACFS achieves lowest median oracle spectral risk on both benchmarks.

Phylogenetic tree inference using deep DNA sequencing is reshaping our understanding of rapidly evolving systems, such as the within-host battle between viruses and the immune system. Densely sampled phylogenetic trees can contain special features, including "sampled ancestors" in which we sequence a genotype along wit…

2018-05-28abs ↗pdf ↗

We determine the lowest volume hyperbolic Coxeter polyhedron whose corresponding hyperbolic polyhedral 3-orbifold contains an essential 2-suborbifold, up to a canonical decomposition along essential hyperbolic triangle 2-suborbifolds.

2011-08-23abs ↗pdf ↗

We present the particle stochastic approximation EM (PSAEM) algorithm for learning of dynamical systems. The method builds on the EM algorithm, an iterative procedure for maximum likelihood inference in latent variable models. By combining stochastic approximation EM and particle Gibbs with ancestor sampling (PGAS), PS…

2018-06-25abs ↗pdf ↗

Infinite Hidden Markov Models (iHMM's) are an attractive, nonparametric generalization of the classical Hidden Markov Model which can automatically infer the number of hidden states in the system. However, due to the infinite-dimensional nature of transition dynamics performing inference in the iHMM is difficult. In th…

2015-05-03abs ↗pdf ↗

The most common method for DNN pruning is hard thresholding of network weights, followed by retraining to recover any lost accuracy. Recently developed smart pruning algorithms use the DNN response over the training set for a variety of cost functions to determine redundant network weights, leading to less accuracy deg…

2019-05-21abs ↗pdf ↗

We describe a formal approach to identify 'root causes' of outliers observed in nn variables X1,,XnX_1,\dots,X_n in a scenario where the causal relation between the variables is a known directed acyclic graph (DAG). To this end, we first introduce a systematic way to define outlier scores. Further, we introduce the concep…

2019-12-05abs ↗pdf ↗

We use the explicit relation between genus filtrated ss-loop means of the Gaussian matrix model and terms of the genus expansion of the Kontsevich--Penner matrix model (KPMM), which is the generating function for volumes of discretized (open) moduli spaces Mg,sdiscM_{g,s}^{disc} (discrete volumes), to express Gaussian means…

2015-12-31abs ↗pdf ↗

We define the tangent Euler top in General Relativity through a constrained Lagrangian on the orthonormal frame bundle. The corresponding motions are studied to various degrees of approximation, the lowest of which is shown to yield the Mathisson-Papapetrou equations.

2007-03-14abs ↗pdf ↗

New algorithm learns causal graph to minimize regret in bandits without full structure.

problem Learning optimal decisions in bandits with unknown causal graph and latent confounders.
method Two-stage approach: first learns ancestors and necessary confounders, second applies standard bandit algorithm.
result No full causal structure needed for optimal decisions; only necessary confounders are crucial.